Associate- Market Risk Middle Office Analyst

Nomura Asia
Hong Kong, Hong Kong
Sep 01, 2021
Sep 15, 2021
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Job Title: Market Risk Middle Office Analyst

Corporate Title: Associate

Division: Risk Management

Location: Hong Kong

Nomura Overview

Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By connecting markets East & West, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and Investment Banking). Founded in 1925, the firm practices disciplined entrepreneurship while building on a long tradition of serving clients with creative solutions and considered thought leadership. For further information about Nomura, visit

Function Overview:

The management of Market risk is a key business priority for Nomura and is vital to the successful delivery of the firm's strategy. The Asia ex Japan (AEJ) Market risk team has responsibility for the development of Market risk management for the region, including:

• Developing the Market risk strategy and governance framework in line with the Global Market risk management and regulatory framework

• Establishing a set of Market risk services to support the business areas' management of Market risk

• Developing the tools and templates to allow the effective collection, review and use of Market risk information

• Through a team of Market Risk Managers, effectively working with different stakeholders across the business to embed a Market risk culture throughout the organization

• Supporting the Senior Market Risk Managers in the performance of their responsibilities


Market Risk Middle Office: MRMO, which is part of the Global Middle Office team while fully embedded within Market Risk Management, is responsible for Market Risk team processes, data quality and accuracy of risk measures (VaR, sVaR, IRC) and capital (Basel 2.5 and FRTB). Key responsibilities include:

• Reconciliation of risk systems and quality assurance of risk measures (VaR, sVAR, IRC etc.)

• Oversight of end-to-end VaR, sVaR, IRC & other risk production and adjustment processes

• Analysis and identification of key trends of risk measures and capital. Investigation and resolution of pertinent issues

• Communication & coordination with different stakeholders across functions (i.e. Front Office CAO, Finance etc.) on regional capital usages and risk measures

• Rigorous review, testing and feedback on proposed system enhancements and migration projects incl. FRTB

• Collaboration with Risk Managers, Project Managers, Risk Methodology Group and IT on methodology changes, global projects, regulatory updates, etc.


Candidates for the position should:

• Have 2-6 years' experience in a Risk or Control related function in the financial services industry

• Have good quantitative skills, with a degree in a relevant discipline or numerate subject such as engineering, mathematics. Professional qualifications such as CFA, FRM offer an advantage

• Have good interpersonal and communication skills, as well as the ability to cope with pressure and work in a fast-paced and multi-cultural environment

• Have good technical skills including but not limited to SQL and VBA. Be comfortable with systems

• Have a good understanding of asset classes, financial products and risk models

• Be proactive, versatile, detail-minded and process-orientated

Diversity Statement

Nomura is committed to an employment policy of equal opportunities, and is fundamentally opposed to any less favourable treatment accorded to existing or potential members of staff on the grounds of race, creed, colour, nationality, disability, marital status, pregnancy, gender or sexual orientation.

DISCLAIMER: This Job Description is for reference only, and whilst this is intended to be an accurate reflection of the current job, it is not necessarily an exhaustive list of all responsibilities, duties, skills, efforts, requirements or working conditions associated with the job. The management reserves the right to revise the job and may, at his or her discretion, assign or reassign duties and responsibilities to this job at any time.

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